Board of Governors of the Federal Reserve System (U.S.)
Basel II White Paper
Contact information of Board of Governors of the Federal Reserve System (U.S.):
Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551
Web page: http://www.federalreserve.gov/
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(Diane Rosenberger)
Series handle: repec:fip:fedgwp
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2005
- 4 The potential impact of explicit Basel II operational risk capital charges on the competitive environment of processing banks in the United States
by Patrick de Fontnouvelle & Victoria Garrity & Scott Chu & Eric Rosengren - 3 An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization
by Diana Hancock & Andreas Lehnert & Wayne Passmore & Shane M. Sherlund
2003
- 5 The asset-correlation parameter in Basel II for mortgages on single-family residences
by Paul S. Calem & James R. Follain - 2 Treatment of double-default and double-recovery effects for hedged exposures under pillar I of the proposed New Basel Capital Accord
by Erik Heitfield & Norah Barger - 1 Loss characteristics of commercial real estate loan portfolios
by Bradford Case